+308.6%
CFG vs BTI
+67.8%
+240.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -3.7% | -7.0% | +3.4% | -0.5% |
| 3M | +9.5% | -6.3% | +15.8% | +12.4% |
| 6M | +22.2% | -2.0% | +24.2% | +21.9% |
| YTD | +22.3% | +0.2% | +22.1% | +20.4% |
| 1Y | +39.4% | +3.8% | +35.7% | +34.5% |
| 3Y | +188.5% | +112.1% | +76.4% | +86.2% |
| 5Y | +101.5% | +113.6% | -12.1% | +29.8% |
| 10Y | +308.6% | +69.6% | +239.0% | +166.2% |
| All | +308.6% | +67.8% | +240.9% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling